CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

Lina Dindienė; Remigijus Leipus; Jonas Šiaulys

JOURNAL ARTICLE

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

Lina Dindienė Remigijus Leipus Jonas Šiaulys

Year: 2017 Journal: Journal of the Korean Mathematical Society Vol: 54 (6)Pages: 1879-1903 Publisher: Korean Mathematical Society

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Keywords:

Mathematics Closure (psychology) Property (philosophy) Random variable Heavy-tailed distribution Statistical physics Mathematical analysis Pure mathematics Combinatorics Statistics Physics

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

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